+115.0%
JCI vs ROIV
+316.9%
-201.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +18.8% | -17.8% | -0.9% |
| 7D | +5.1% | +20.2% | -15.0% | +3.0% |
| 30D | -3.8% | +14.1% | -18.0% | -5.3% |
| 3M | +1.9% | +45.6% | -43.7% | -2.2% |
| 6M | +11.2% | +44.1% | -32.9% | +6.6% |
| YTD | +22.9% | +91.2% | -68.2% | +14.4% |
| 1Y | +37.4% | +221.3% | -183.9% | +21.4% |
| 3Y | +167.8% | +229.2% | -61.4% | +133.2% |
| 5Y | +115.0% | +316.5% | -201.4% | +66.8% |
| All | +115.0% | +316.9% | -201.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling